CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 14-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7530 |
0.7592 |
0.0062 |
0.8% |
0.7554 |
High |
0.7591 |
0.7640 |
0.0049 |
0.6% |
0.7640 |
Low |
0.7523 |
0.7573 |
0.0050 |
0.7% |
0.7523 |
Close |
0.7589 |
0.7627 |
0.0038 |
0.5% |
0.7627 |
Range |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0117 |
ATR |
0.0060 |
0.0061 |
0.0000 |
0.8% |
0.0000 |
Volume |
82 |
440 |
358 |
436.6% |
925 |
|
Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7814 |
0.7787 |
0.7663 |
|
R3 |
0.7747 |
0.7720 |
0.7645 |
|
R2 |
0.7680 |
0.7680 |
0.7639 |
|
R1 |
0.7653 |
0.7653 |
0.7633 |
0.7667 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7620 |
S1 |
0.7586 |
0.7586 |
0.7620 |
0.7600 |
S2 |
0.7546 |
0.7546 |
0.7614 |
|
S3 |
0.7479 |
0.7519 |
0.7608 |
|
S4 |
0.7412 |
0.7452 |
0.7590 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7948 |
0.7904 |
0.7691 |
|
R3 |
0.7831 |
0.7787 |
0.7659 |
|
R2 |
0.7714 |
0.7714 |
0.7648 |
|
R1 |
0.7670 |
0.7670 |
0.7637 |
0.7692 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7607 |
S1 |
0.7553 |
0.7553 |
0.7616 |
0.7575 |
S2 |
0.7479 |
0.7479 |
0.7605 |
|
S3 |
0.7362 |
0.7436 |
0.7594 |
|
S4 |
0.7245 |
0.7319 |
0.7562 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7925 |
2.618 |
0.7815 |
1.618 |
0.7748 |
1.000 |
0.7707 |
0.618 |
0.7681 |
HIGH |
0.7640 |
0.618 |
0.7614 |
0.500 |
0.7607 |
0.382 |
0.7599 |
LOW |
0.7573 |
0.618 |
0.7532 |
1.000 |
0.7506 |
1.618 |
0.7465 |
2.618 |
0.7398 |
4.250 |
0.7288 |
|
|
Fisher Pivots for day following 14-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7620 |
0.7612 |
PP |
0.7613 |
0.7597 |
S1 |
0.7607 |
0.7582 |
|